On 2018-09-14 08:52, Guo, Fang (Associate) wrote:
It's method="lrt" and I used the "binom" package.
The ultimate answer can be obtained as follows:
> debug(binom.confint)
> binom.confint(x = 0, n = 100, tol = 1e-8, method='lrt')
Then walk through the code line by line.
Reading the code, I find the following:
if (any(method == "lrt") || all.methods) {
res.lrt <- binom.lrt(x, n, conf.level = conf.level, ...)
res <- if (is.null(res))
res.lrt
else rbind(res, res.lrt)
}
Then check the help page for "binom.lrt". That includes the
following:
Confidence intervals are based on profiling the binomial deviance in the
neighbourhood of the MLE. If x == 0 or x == n and bayes is TRUE, then a
Bayesian adjustment is made to move the log-likelihood function away
from Inf. Specifically, these values are replaced by (x + 0.5)/(n + 1),
which is the posterier mode of f(p|x) using Jeffrey's prior on p.
Furthermore, if conf.adj is TRUE, then the upper (or lower) bound uses a
1 - alpha confidence level. Typically, the observed mean will not be
inside the estimated confidence interval. If bayes is FALSE, then the
Clopper-Pearson exact method is used on the endpoints. This tends to
make confidence intervals at the end too conservative, though the
observed mean is guaranteed to be within the estimated confidence limits.
Spencer
-----Original Message-----
From: Rolf Turner [mailto:r.tur...@auckland.ac.nz]
Sent: Thursday, September 13, 2018 10:02 PM
To: Guo, Fang (Associate) <fa...@cornerstone.com>
Cc: r-help@R-project.org
Subject: Re: [FORGED] [R] Question on Binom.Confint
On 09/14/2018 08:15 AM, Guo, Fang (Associate) wrote:
Hi,
I have a question with the function Binom.Confint(x,n,"method"=lrt).
For likelihood ratio test, I'd like to ask how you define the upper
limit when the frequency of successes is zero. Thanks!
Point 1: This question is inappropriate for this list, since it is about
statistical theory and not about R syntax and programming.
Point 2: Where did you find the function Binom.Confint()? I can find no such
function anywhere. I did manage to locate a function
binom.confint() (note the lower case "b" and "c") but it does not have an argument
"method". Please do not expect those whom you are addressing to be telepathic.
Point 3: Having "method"=lrt in the call is decidedly weird. Perhaps you meant
method="lrt"; this is entirely different.
cheers,
Rolf Turner
--
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276
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